[R-SIG-Finance] A possible bug in SMA

[Worik Stanton]

 > A <- 5
 > L <- 1000
 > W.x <-xts(floor(rnorm(L) *100), as.Date(1:L))
 > S.x <- as.xts(SMA(W.x), A)
 > D.x <- tail(merge(W.x, S.x), n=(A+1))
 > D.x
             W.x   S.x
1972-09-22 -164 -35.9
1972-09-23  -21 -29.8
1972-09-24 -172 -47.7
1972-09-25   60 -40.6
1972-09-26  137 -16.2
1972-09-27   51 -27.3
 > cbind(mean(D.x[2:(A+1),"W.x"]), D.x[A+1,"S.x"])
            ..1   S.x
1972-09-27  11 -27.3


It seams obvious to me that "mean(D.x[2:(A+1),"W.x"])" should be the 
last SMA value, but it is not.

But I am often mistaken....

cheers
Worik

-- 
I am immensely proud of the young people who are driving the Occupy movement.  Outrage at the dominant paradigm is the appropriate response when one understands what has happened.
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